Pages that link to "Item:Q5695133"

The following pages link to Estimating the Smoothing Parameter in the So-called Hodrick-Prescott Filter (Q5695133):

Displaying 17 items.

• On the functional Hodrick-Prescott filter with non-compact operators (Q254482) (← links)
• The Beveridge-Nelson decomposition in retrospect and prospect (Q299208) (← links)
• Exploring US business cycles with bivariate loops using penalized spline regression (Q429548) (← links)
• A functional Hodrick-Prescott filter (Q522941) (← links)
• General linear mixed model and signal extraction problem with constraint (Q764500) (← links)
• The Hodrick-Prescott technique: A smoother versus a filter: An application to New Zealand GDP (Q1389418) (← links)
• Smoothing techniques applied to a key economic issue: The ``convergence'' hypothesis (Q1815664) (← links)
• Inverting the Hodrick-Prescott filter (Q1872053) (← links)
• The Hodrick-Prescott filter: a special case of penalized spline smoothing (Q1952084) (← links)
• VC: a method for estimating time-varying coefficients in linear models (Q2132052) (← links)
• On a graduation problem involving both the Hodrick-Prescott filter and optimal spline smoothing (Q2888991) (← links)
• A Simple Heteroscedasticity Removing Filter (Q2903818) (← links)
• Estimation of the Smoothing Parameters in the HPMV Filter (Q3007939) (← links)
• Several least-squares problems related to the Hodrick–Prescott filtering (Q4639096) (← links)
• A consistent estimator of the smoothing operator in the functional Hodrick–Prescott filter (Q5160235) (← links)
• A SMOOTHING METHOD THAT LOOKS LIKE THE HODRICK–PRESCOTT FILTER (Q5859559) (← links)
• The Hodrick--Prescott filter, the Slutzky effect, and the distortionary effect of filters (Q5941003) (← links)